-53.8%
SNAP vs CP
+26.5%
-80.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.6% |
| 7D | -7.1% | +2.8% | -9.9% | -8.3% |
| 30D | -14.6% | +10.2% | -24.8% | -18.8% |
| 3M | -5.0% | +2.4% | -7.3% | -6.4% |
| 6M | -18.8% | +7.7% | -26.5% | -22.6% |
| YTD | -38.5% | +26.0% | -64.5% | -47.3% |
| 1Y | -38.1% | +34.6% | -72.7% | -49.4% |
| 3Y | -53.8% | +26.7% | -80.5% | -61.4% |
| All | -53.8% | +26.5% | -80.3% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling